油棕产量与降雨量相关性分析中的Copula模型

D. Kusnandar, N. N. Debataraja, Shantika Marthal
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引用次数: 0

摘要

Copula是一种检验变量之间关系模式的方法。Copula是一种非参数方法,它不依赖于对分布的假设,可以适应变量间的非线性关系,便于建立联合分布。本研究使用copula方法来研究两者之间的关系和预测分析。将该方法应用于油棕产量和降雨量的月度数据。结果表明,Frank Copula模型是反映降雨量与油棕产量关系的最佳模型。
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COPULA MODELING IN ANALYSIS OF DEPENDENCY OF OIL PALM PRODUCTION AND RAINFALL
Copula is a method that examines the relationship pattern between variables. Copula is characterized as a nonparametric method with several benefits, i.e., it is independent of the assumption of the distribution, accommodates nonlinear relationship among variables, and is convenient in building joint distribution. This study investigates the relationship and prediction analysis using the copula approach. The method is applied to the monthly data of oil palm production and the amount of rainfall. The results show that the model of Frank Copula is the best model for rainfall and oil palm production relationship.
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